+142.1%
EDC vs SPY
+78.0%
+64.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.4% | +6.1% | +2.0% |
| 7D | -2.1% | +0.1% | -2.2% | -0.7% |
| 30D | -26.5% | -3.3% | -23.2% | -17.7% |
| 3M | -25.5% | -2.4% | -23.1% | -17.9% |
| 6M | -39.3% | +2.6% | -41.8% | -38.0% |
| YTD | +4.0% | +11.2% | -7.2% | -8.7% |
| 1Y | +7.2% | +13.4% | -6.1% | -9.2% |
| 3Y | +142.1% | +79.9% | +62.2% | -34.5% |
| All | +142.1% | +78.0% | +64.0% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling